The Pro header builder is to allow users to create their own header, it’s an advanced feature meant for configuration and customization. And it’s not automatic similar to X’s header, you’ll have to create your own header. Though, it’s not mandatory, you can delete the custom header and it will then use the default header similar to X.
Please check our knowledge base related to Pro and its feature. And yes, it’s a bit hard from the start but worth it once you become familiar with it. You can also try importing existing templates through Design cloud and create your header from it, then you can play with its setting , please check this https://theme.co/apex/forum/t/template-manager/20364 especially the Design Cloud (Pro) section.